Symbolism, Imagery, Allegory
Role-playing is a central part of this story. Johnny is ten, and his world is simply a collection of scenes from books intertwined with his vivid imagination. Granted that imagination can get pretty ghoulish sometimes, as when he "was industriously and realistically trying to take Bill's scalp" (24). But in his mind, he's off on some grand adventure: admonishing his fellow braves and leading the attacks against the white man rather than being held for ransom by two crooks in a cave.
And therein lies his power. Johnny's make-believe serves as a talisman protecting him from the reality that he's been kidnapped. It doesn't get to him, ever.
'I don't have any fun at home. I hate to go to school. I like to camp out.' (19)
To him, this is the best thing that could possibly happen.
If we look deeper, it goes even further than that. Johnny assumes roles that denote power and authority. First, he's the great Red Chief who is waiting at the cave for his braves to return. Then he tells Bill "you are a hoss" (63), and rides him around "'the ninety miles to the stockade, not barring an inch" (76). It may only be make believe, but it gives him a power over his kidnappers that makes their lives miserable. As long as he can keep pretending it's all a game, they'll never control him, and hence, their schemes will never come to fruition.